Nouveau Monde Graphite Inc (NOU.V)
2.83
+0.01
(+0.35%)
CAD |
TSXV |
May 17, 16:00
Nouveau Monde Graphite Max Drawdown (5Y): 90.11% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 90.11% |
| March 31, 2024 | 90.11% |
| February 29, 2024 | 90.11% |
| January 31, 2024 | 89.47% |
| December 31, 2023 | 89.47% |
| November 30, 2023 | 89.47% |
| October 31, 2023 | 89.47% |
| September 30, 2023 | 88.06% |
| August 31, 2023 | 86.69% |
| July 31, 2023 | 85.89% |
| June 30, 2023 | 84.71% |
| May 31, 2023 | 84.18% |
| April 30, 2023 | 83.19% |
| March 31, 2023 | 83.19% |
| February 28, 2023 | 83.19% |
| January 31, 2023 | 83.19% |
| December 31, 2022 | 83.19% |
| November 30, 2022 | 83.19% |
| October 31, 2022 | 83.19% |
| September 30, 2022 | 83.19% |
| August 31, 2022 | 83.19% |
| July 31, 2022 | 83.19% |
| June 30, 2022 | 76.92% |
| May 31, 2022 | 75.36% |
| April 30, 2022 | 75.00% |
| Date | Value |
|---|---|
| March 31, 2022 | 75.00% |
| February 28, 2022 | 75.00% |
| January 31, 2022 | 75.00% |
| December 31, 2021 | 75.00% |
| November 30, 2021 | 75.00% |
| October 31, 2021 | 75.00% |
| September 30, 2021 | 75.00% |
| August 31, 2021 | 75.00% |
| July 31, 2021 | 75.00% |
| June 30, 2021 | 75.00% |
| May 31, 2021 | 75.00% |
| April 30, 2021 | 75.00% |
| March 31, 2021 | 75.00% |
| February 28, 2021 | 75.00% |
| January 31, 2021 | 75.00% |
| December 31, 2020 | 75.00% |
| November 30, 2020 | 75.00% |
| October 31, 2020 | 75.00% |
| September 30, 2020 | 75.00% |
| August 31, 2020 | 75.00% |
| July 31, 2020 | 75.00% |
| June 30, 2020 | 75.00% |
| May 31, 2020 | 75.00% |
| April 30, 2020 | 75.00% |
| March 31, 2020 | 75.00% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
66.67%
Minimum
Jan 2020
90.11%
Maximum
Feb 2024
78.76%
Average
75.00%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Metals Creek Resources Corp | 90.70% |
| Mason Resources Inc | 96.00% |
| C3 Metals Inc | 88.70% |
| Vizsla Silver Corp | 73.12% |
| Giant Mining Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.87 |
| Beta (5Y) | 1.868 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 100.9% |
| Historical Sharpe Ratio (5Y) | 0.0114 |
| Historical Sortino (5Y) | 0.0351 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.61% |